Fama and French (Mainstream empirical asset pricing.)

http://www.dimensional.com/famafrench/

John Cochrane (Chicago macro-finance. Exceptionally clear writer.)

http://faculty.chicagobooth.edu/john.cochrane/research/Papers/

Greg Mankiw (Mainstream Keynesian macroeconomist.)

http://gregmankiw.blogspot.com/

The Economist Magazine Blog

http://www.economist.com/blogs/freeexchange/

Financial Times (Euro/British oriented economics blog)

http://blogs.ft.com/wolfforum/

Wilmott (articles and forums from a London IB perspective)

http://www.wilmott.com/

Gelman (Statistics, not finance)

http://www.stat.columbia.edu/~gelman/blog/